+18.9%
IWM vs WAB
+46.5%
-27.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +1.0% | +4.5% | -3.6% | -0.6% |
| 30D | +0.2% | +1.1% | -0.8% | -0.2% |
| 3M | -5.6% | -1.3% | -4.3% | -5.3% |
| 6M | +2.7% | +12.7% | -10.0% | -3.1% |
| YTD | +16.2% | +38.7% | -22.5% | -5.2% |
| 1Y | +18.9% | +44.9% | -26.0% | -6.6% |
| All | +18.9% | +46.5% | -27.6% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling